The Volatility Effect in China
Year of publication: |
2021
|
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Authors: | Blitz, David ; Hanauer, Matthias X. ; van Vliet, Pim |
Published in: |
Journal of Asset Management. - London : Palgrave Macmillan UK, ISSN 1479-179X. - Vol. 22.2021, 5, p. 338-349
|
Publisher: |
London : Palgrave Macmillan UK |
Subject: | China A shares | Low risk | Low volatility | Low beta | Minimum variance | Anomaly | Value | Size | Momentum | Profitability | Investments | Smart beta | Low-volatility investing |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1057/s41260-021-00218-0 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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